The Variance of a Poisson Process of Domains

A familiär relation links the densities that result for the intersection of a convex body and straight lines under uniform isotropic randomness with those that result under weighted randomness. An extension of this relation to the intersection of more general domains is utilized to obtain the variance of the n-dimensional measure of the intersection of two bodies under uniform isotropic randomness. The formula for the variance contains the point-pairdistance distributions for the two domains — or the closely related geometric reduction factors. The result is applied to derive the variance of the intersection of a Boolean scheme, i.e. a stationary, isotropic Poisson process of domains, with a fixed sampling region. RANDOM INTERSECTION OF GEOMETRIC OBJECTS; VARIANCE OF OVERLAP; LATTICE PROBLEM; POISSON PROCESS; BOOLEAN SCHEME; POINT-PAIR-DISTANCE DISTRIBUTION